Math 3220 § 1. Treibergs σ− ιι Sample Problems for the Third Midterm Exam Name: Problems With Solutions November 2, 2007 Questions 1–4 appeared in my Fall 2000 and Fall 2001 Math 3220 exams. (1) Let f : Rn → Rn be differentiable at a ∈ Rn . (a.) Let g : Rn → R be defined by g(x) = x • f (x), (dot product.) Find the total derivative (differential) Dg(a)(h) where h ∈ Rn . (b.) Without using the product theorem, prove your answer. (2) For each part, determine whether the statement is TRUE or FALSE. If the statement is true, give a justification. If the statement is false, give a counterexample. You may use theorems. (a.) Let f : R2 → R be continuous. Suppose that for all (x, y) ∈ R2 both lim h→0 f (x + h, y) − f (x, y) h and lim k→0 f (x, y + k) − f (x, y) k exist. Then f is differentiable at (1, 2). (b.) Suppose f : R2 → R is a C 2 function for which the third partial derivatives fxxy (x, y) exist for all (x, y) ∈ R2 such that fxxy (x, y) is continuous at (0, 0). Then fxyx (0, 0) and fyxx (0, 0) exist and are equal fxxy (0, 0) = fxyx (0, 0) = fyxx (0, 0). (3) Suppose f , g : R2 → R2 . Assume that g is differentiable at x0 ∈ R2 and that for some α > 1 and M < ∞ we have kf (x) − g(x)k ≤ M kx − x0 kα for all x ∈ R2 . Show that f is differentiable at x0 and that Df (x0 ) = Dg(x0 ). (4) Let F : R5 → R2 be given by F = (f1 , f2 ) where f1 (v, w, x, y, z) = v + w2 + x + y, f2 (v, w, x, y, z) = vy + wz. Suppose that there is an open neighborhood U ⊂ R3 containing the point (3, 4, 5) and C 1 functions G : U → R2 where G = (g1 , g2 ) so that for all (x, y, z) ∈ U , g1 (3, 4, 5) =1, f1 (g1 (x, y, z), g2 (x, y, z), x, y, z) =12, g2 (3, 4, 5) =2; f2 (g1 (x, y, z), g2 (x, y, z), x, y, z) =14. What is the differential DG(3, 4, 5)(h, k, `) ? E1. Suppose f : R3 → R2 is given below. Is f differentiable on R3 ? If so, find the differential Df (x, y, z)(h, k, `). x xy + x2 z 3 f y = . x4 + y + y 5 z 6 z E2. Find the extrema of ϕ(x, y, z) = x2 + y 2 + z 2 subject to the constraints x − y = 1 and y 2 − z 2 = 1. ¯ ⊆ Br (0), and that there exists E3. Suppose that r and α are positive, E ⊆ Rn is a convex set such that E a sequence xk ∈ E such that xk → 0 as k → ∞. If f : Br (0) → R is continuously differentiable and |f (x)| ≤ kxkα for all x ∈ E, prove that there is an M < ∞ such that |f (x)| ≤ M kxk for x ∈ E. E4. Show that f (x, y) has partial derivatives for all (x, y) ∈ R2 but f is not differentiable at (0, 0), where 3 3 2 x + 2y + 4xy , if (x, y) 6= (0, 0); x2 + 2y 2 f (x, y) = 0, if (x, y) = (0, 0). 2. Math 3220 § 1. Third Midterm Exam Name: E5. Suppose that f : Rp → R is differentiable at a in Rp and df (a) 6= 0. Show that ∇f (a) points in the direction of fastest increase (that has the largest directional derivative.) E6. Show that S ⊆ R4 is locally a parameterized 2-surface near b = (0, 2, 0, 2), where S = {(x, y, z, w) ∈ R4 : x2 + y 2 + z 2 + w2 = 8, x + y + z − w = 0}. Find the tangent plane to S at b. E7. Suppose that f : Rp → R is C 3 and some point a ∈ Rp is critical df (a) = 0 and d2 f (a) has both a positive and a negative eigenvalue. (Since second derivatives are continuous, d2 f (a) is symmetric thus all of its eigenvalues are real.) Show that the critical point a is a saddle point: for every δ > 0 there are points x, y ∈ Bδ (a) so that f (x) < f (a) < f (y). E8. Let F : R3 → R3 be given by F (x, y, z) = (x2 + y 2 , xz, y 3 − z 3 ). Assume that there is an open set U about P0 = (3, 1, 2) and that V = F (U ) is an open set about Q0 = F (P0 ) on which F has an inverse function F −1 ∈ C 1 (V, U ). Find D[F −1 ](Q0 ). E9. Suppose G : R5 → R3 is given by G(p, q, x, y, z) = (px + y 2 , q 2 z, py − qz + x). Assume that there is an open set U around (3, 2) and a C 1 function H : U → R3 so that H(3, 2) = (1, 5, 4) and for all (p, q) ∈ U we have G(p, q, H(p, q)) = (28, 16, 8). Find DH(3, 2). Solutions. (1.) Let f : Rn → Rn be differentiable at a ∈ Rn . Let g : Rn → R be defined by g(x) = x • f (x), (dot product.) Find the total derivative (differential) Dg(a)(h) where h ∈ Rn . The product rule gives Dg(x)(h) = D(x • f (x))(h) = h • f (x) + x • Df (x)(h). This is the differential because k(x + h) • f (x + h) − x • f (x) − h • f (x) − x • Df (x)(h)k kg(x + h) − g(x) − Dg(x)(h)k = lim h→0 h→0 khk khk kx • (f (x + h) − f (x) − Df (x)(h)) + h • (f (x + h) − f (x))k = lim h→0 khk kf (x + h) − f (x) − Df (x)(h)k khk ≤ lim kxk + kf (x + h) − f (x)k = kxk · 0 + 1 · 0 = 0 h→0 khk khk lim using f is continuous at a which follows from f being differentiable at a. (2a.) Let f : R2 → R be continuous. Suppose that for all (x, y) ∈ R2 both lim h→0 f (x + h, y) − f (x, y) h and lim k→0 f (x, y + k) − f (x, y) k exist. Then f is differentiable at (1, 2). FALSE! The two limits are nothing more than fx (x, y) and fy (x, y), the partial derivatives. There are functions where the partial derivatives exist at all points, but the function is not differentiable. (If it were known that fx and fy are continuous at some point a ∈ R2 , then our theorem says that the function would be differentiable at a.) An example of such a function is ( f (x, y) = (x−1)2 (y−2) (x−1)2 +(y−2)2 , if (x, y) 6= (1, 2); 0. if (x, y) = (1, 2). Away from (1, 2), the denominator avoids zero, so the partial derivatives exist and are continuous, hence f is differentiable. Also, observe that f (1, y) = f (x, 2) = 0 for all x, y. Hence fy (1, y) = fx (x, 2) = 0 so the partial derivatives exist at (1, 2). If the function were differentiable at (1, 2), then the vanishing of the partial derivatives implies that the differential would have to be T (h, k) = 0 all h, k. But the limit kf (1 + h, 2 + k) − f (1, 2) − T (h, k)k kf (1 + h, 2 + k)k = lim k(h, k)k k(h, k)k (h,k)→(1,2) (h,k)→(1,2) lim 3. Math 3220 § 1. Third Midterm Exam Name: does not exist. To see this, consider the first approach (h, k) = (t, 0) as t → 0. The numerator vanishes so along this approach the limit would be √ zero. Then consider the second approach (h, k) = (t, √ t) for t > 0. Then f (1 + t, 2 + t) = t/2 and k(t, t)k = 2|t|. Then the difference quotient tends to 1/(2 2). Since the two approaches have different limits, there is no two dimensional limit: the function is not differentiable at (1, 2). (2b.) Suppose f : R2 → R is a C 2 function for which the third partial derivatives fxxy (x, y) exist for all (x, y) ∈ R2 such that fxxy (x, y) is continuous at (0, 0). Then fxyx (0, 0) and fyxx (0, 0) exist and are equal fxxy (0, 0) = fxyx (0, 0) = fyxx (0, 0). TRUE! This is just an application of the equality of cross partials theorem to fx and fy which are C 1 by assumption, since f is C 2 . We are given that (fx )xy exists and is continuous at (0, 0). But, this is sufficient to be able to assert the existence of the other mixed partial derivative, and that it is equal to the first at the point (fx )xy (0, 0) = (fx )yx (0, 0). But since f ∈ C 2 (R2 ), we also have that fxy = fyx for all of R2 . Hence, all third derivatives exist and are equal fxxy (0, 0) = (fx )xy (0, 0) = (fx )yx (0, 0) = (fxy )x (0, 0) = (fyx )x (0, 0) = fyxx (0, 0). (3.) Suppose f , g : R2 → R2 . Assume that g is differentiable at x0 ∈ R2 and that for some α > 1 and M < ∞ we have kf (x) − g(x)k ≤ M kx − x0 kα for all x ∈ R2 . Show that f is differentiable at x0 and that Df (x0 ) = Dg(x0 ). It suffices to show that the difference quotient limits to zero. Now, kf (x + h) − f (x) − Dg(x)(h)k = khk kf (x + h) − g(x + h) − f (x) + g(x) + g(x + h) − g(x) − Dg(x)(h)k = lim h→0 khk kf (x + h) − g(x + h)k + kg(x) − f (x)k + kg(x + h) − g(x) − Dg(x)(h)k ≤ lim h→0 khk M khkα + M k0kα kg(x + h) − g(x) − Dg(x)(h)k ≤ lim + h→0 khk khk kg(x + h) − g(x) − Dg(x)(h)k = 0 + 0. = lim M khkα−1 + lim h→0 h→0 khk lim h→0 (4*.) (Slight generalization.) Let F : R5 → R2 be given by F = (f1 , f2 ) where f1 (v, w, x, y, z) = v +w2 +x+y, f2 (v, w, x, y, z) = vy + wz. Show that there is a neighborhood U ⊂ R3 containing the point (3, 4, 5) and C 1 functions G : U → R2 where G = (g1 , g2 ) so that g1 (3, 4, 5) = 1, g2 (3, 4, 5) = 2 and for all (x, y, z) ∈ U , f1 (g1 (x, y, z), g2 (x, y, z), x, y, z) = 12, f2 (g1 (x, y, z), g2 (x, y, z), x, y, z) = 14. Find the total derivative DG(3, 4, 5)(h, j, k). You were given the first conclusion in problem (4.) which can be answered knowing the chain rule. (4*) is an application of the Implicit Function Theorem. (We have not talked about this in class yet, The theorem says that if there is enough differentiability, and if the problem can be solved for the linear approximations given by the differential, then, at least in a small neighborhood, the nonlinear problem can be solved as well. You will not be asked to apply the Implicit Function Theorem, but you should be able to solve such problems, assuming its conclusions.) The function F : R2+3 → R2 is C 1 on R5 such that F (1, 2, 3, 4, 5) = (12, 14) = c. To solve for v and w in terms of (x, y, z) we need to be able to solve the linearization. If we put u = (v, w) and x = (x, y, z), we are looking for G : R3 → R2 so that F (G(x), x) = c and G(3, 4, 5) = (1, 2). Taking Dx gives Du F (G(x), x) ◦ DG(x) + Dx F (G(x), x) = 0 which says that we may solve for the differential DG(x) whenever Du F (G(x), x) is invertible and then DG(x) = −[Du F (G(x), x)]−1 ◦ Dx F (G(x), x). At the center point (3, 4, 5), the matrix of the transformation is ∂f1 ∂f1 1 2w 1 4 ∂v ∂w Du F (G(3, 4, 5), (3, 4, 5)) = ∂f = = ∂f2 2 y z (u,x)=(1,2,3,4,5) 4 5 x=(3,4,5) ∂v ∂w which is invertible. Hence there is an open set U ⊂ R3 such that (3, 4, 5) ∈ U and a C 1 function G : U → R2 so that G(2, 3, 4) = (1, 2) and F (G(x), x) = c for all x ∈ U . (Thus, we have checked the differentiability and 4. Math 3220 § 1. Third Midterm Exam Name: the solubility of the linearized problem is satisfied. The IFT gives the existence of a G ∈ C 1 (U, R2 ) so that G(2, 3, 4) = (1, 2) and F (G(x), x) = c for all x ∈ U . You would be given this as a hypothesis. Then take the total derivative of F (G(x), x) = c with respect to x and solve for DG(x) at the given point, as above.) By the formula for the differential h h DG(3, 4, 5) k = −[Du F (G(3, 4, 5), (3, 4, 5))]−1 ◦ Dx F (G(3, 4, 5), (3, 4, 5)) k ` ` #−1 ∂f ! " ∂f1 ∂f1 h 1 ∂f1 ∂f1 ∂x ∂y ∂z ∂v ∂w k =− ∂f2 ∂f2 ∂f2 ∂f2 ∂f2 x=(3,4,5) ∂v ∂w ∂x ∂y ∂z ` x=(3,4,5) " #−1 ( ) h 1 2w 1 1 0 k =− y z (u,x)=(1,2,3,4,5) 0 v w (u,x)=(1,2,3,4,5) ` −1 h h 1 1 4 1 1 0 5 −4 1 1 0 k = =− k 4 5 0 1 2 −4 1 0 1 2 11 ` ` h 1 −5h − k + 8` 1 −5 −1 8 k = = . 4 3 −2 11 11 4h + 3k − 2` ` (E1.) Suppose f : R3 → R2 is given by f (x, y, z) = (xy + x2 z 3 , x4 + y + y 5 z 6 ). Is f differentiable on R3 ? If so, find the differential df (x, y, z)(h, k, `). YES! The partial derivatives are 2 2 x x x 3 ∂f ∂f ∂f y + 2xz x 3x z , , = = y = y y 4x3 1 + 5y 4 z 6 6y 5 z 5 ∂x ∂y ∂z z z z Since f is a polynomial function, its first partial derivatives exist at all points and are polynomial functions. But by the theorem giving conditions for differentiability, since the partial derivatives are continuous at all points, the function is differentiable at all points. The differential is given by the 2 × 3 Jacobian matrix ! h ∂f1 ∂f1 ∂f1 h x h 3 2 2 y + 2xz x 3x z ∂x ∂y ∂z k = k. df y k = ∂f 3 4 5 5 ∂f2 ∂f2 2 4x 1 + 5y z66 6y z ∂x ∂y ∂z ` z ` ` (E2.) Find the extrema of ϕ(x, y, z) = x2 + y 2 + z 2 subject to the constraints x − y = 1 and y 2 − z 2 = 1. Let g(x, y, z) = x − y − 1 and h(x, y, z) = y 2 − z 2 − 1. Then using Lagrange Multipliers, the extrema occur as solutions (x, y, z, λ, µ) of the system g = 0, h = 0, ∇ϕ = λ∇g + µ∇h. Hence (2x, 2y, 2z) = λ(1, −1, 0) + µ(0, 2y, −2z). Thus 2x = λ, 2y = −λ + 2µy and z = −µz. From the last equation, either z = 0 or µ = −1. If µ = −1 then λ = −4y. Since 2x = λ we get x + 2y = 0. Now g = 0 implies y = 1/3. However, h = 0 implies 0 = 1/9 − z 2 − 1 which is a contradiction. If z = 0 then h = 0 implies y = ±1. Since g = 0 we have x = 2 when y = 1 and x = 0 when y = −1. Thus the only candidates for extrema subject to the constraints g = h = 0 are ϕ(2, 1, 0) = 5 and ϕ(0, −1, 0) = 1. To see whether these are maxima or minima, consider the geometric interpretation. The problem asks to find the closest or farthest points of the solution set g = h = 0 to the origin. However h = 0 corresponds to a hyperbolic cylinder (union of lines parallel to the x-axis that pass through a hyperbola in the y-z plane.) The constraint g = 0 is a plane parallel to the z-axis that crosses the hyperboloid. Thus the constraint set consists of two 5. Math 3220 § 1. Third Midterm Exam Name: hyperbolas in the g = 0 plane. The level curves on ϕ are circles in this plane. As there are only two candidates for extrema, these occur when the circles meet (are tangent to) the two arcs of the hyperbola. Larger circles cross the arcs. This means that (0, −1, 0) is a minimum and (2, 1, 0) is a local but not global minimum, and there is no maximum since one can attain arbitrarily large ϕ on the constraint set. ¯ ⊆ Br (0), and that there exists a (E3.) Suppose that r and α are positive, E ⊆ Rn is a convex set such that E sequence xk ∈ E such that xk → 0 as k → ∞. If f : Br (0) → R is continuously differentiable and |f (x)| ≤ kxkα for all x ∈ E, prove that there is an M < ∞ such that |f (x)| ≤ M kxk for x ∈ E. ¯ is closed and Since the partial derivatives are continuous, the function x 7→ kdf (x)k is continuous. As E ¯ < ∞. Since bounded, it is compact so the continuous function attains its maximum M = sup{kdf (x)k : x ∈ E} E is convex, for any pair of points x, xk ∈ E the line segment [xk , x] is in E. Since f is differentiable in a neighborhood of [xk , x], we may apply the Mean Value Theorem. There is a c ∈ [xk , x] so that f (x) = f (xk ) + df (c)(x − xk ) Estimating using triangle and Schwarz inequalities, and the hypothesis |f (x)| ≤ |f (xk )| + kdf (c)kkx − xk k ≤ kxk kα + M kx − xk k. Now since α > 0, by passing to the limit as k → ∞ we obtain the estimate |f (x)| ≤ 0 + M kxk. (E4.) T heorem. f (x, y) has partial derivatives for all (x, y) ∈ R2 but f is not differentiable at (0, 0), where 3 3 2 x + 2y + 4xy , if (x, y) 6= (0, 0); 2 2 x + 2y f (x, y) = 0, if (x, y) = (0, 0). Since f is a rational function whose denominator is nonzero away from (0, 0), the partial derivatives exist and are rational functions there. At (0, 0), ∂f f (h, 0) − f (0, 0) (0, 0) = lim = lim h→0 h→0 ∂x h and ∂f f (0, h) − f (0, 0) (0, 0) = lim = lim h→0 h→0 ∂y h h3 h2 −0 =1 h 2h3 2h2 −0 =1 h so both partial derivatives exist at (0, 0) as well. Therefore, supposing that f were differentiable at (0, 0), its differential would be df (0, 0) = (1, 1). Now lets check if this differential well-approximates f near zero. f (0 + h, 0 + k) − f (0, 0) − df (0, 0) lim k(h, k) − (0, 0)k (h,k)→(0,0) h k = h3 +2k3 +4hk2 −0− h2 +2k2 √ (h,k)→(0,0) h2 + k 2 = 2hk 2 − h2 k √ . (h,k)→(0,0) (h2 + 2k 2 ) h2 + k 2 lim (h + k) lim √ Along the path (h, k) = (t, 0) the limit is zero. However, taking the path (h, k) = (t, t), the limit is 1/(3 2). Because the limits along two approach paths disagree, there is no two dimensional limit. The function is not well approximated by the only possible affine function, hence it is not differentiable at (0, 0). (E5.) T heorem. Suppose that f : Rp → R is differentiable at a ∈ Rp and df (a) 6= 0. Then ∇f (a) points in the direction of fastest increase (that has the largest directional derivative.) 6. Math 3220 § 1. Third Midterm Exam Name: Let u be a unit vector. Then the directional derivative in the u direction is Du f (a) = ∇f (a) · u. By the Schwarz inequality |Du f (a)| ≤ k∇f (a)kkuk = k∇f (a)k with equality only if u = ±∇f (a)/k∇f (a)k. Thus Du f (a) = k∇f (a)k if and only if u = ∇f (a)/k∇f (a)k, which is in the gradient direction. (E6.) T heorem. S ⊆ R4 is locally a parameterized 2-surface near b = (0, 2, 0, 2), where S = {(x, y, z, w) ∈ R4 : x2 + y 2 + z 2 + w2 = 8, x + y + z − w = 0}. the tangent plane to S at b is {(s, 2 − 2s − 2t , t, 2 + 2s + 2t ) : s, t ∈ R}. √ The surface is the intersection of a 3-plane through the origin and the 3-sphere about the origin of radius 2 2 which is a great 2-sphere. Let’s write the surface near b as a graph over the (x, z)-plane, for x2 + z 2 < 1. Solving the second equation gives y = w − x − z. Substituting x = u and z = v into the first and solving for w gives G : U → R4 where we take the “+” square root because G(0, 0) = (0, 2, 0, 2) and U = B1 ((0, 0)): ! √ √ u + v + 16 − 3u2 − 2uv − 3v 2 −u − v + 16 − 3u2 − 2uv − 3v 2 G(u, v) = u, , v, 2 2 G ∈ C 1 (U, R4 ) because 16 − 3(u2 + v 2 ) − 2uv > 16 − 3 · 1 − 1 = 12 since 2uv ≤ u2 + v 2 < 1. One checks that G(u, v) ∈ S. Let V = {(x, y, z, w) : x2 + z 2 < 1, y > 0, w > 0}. One checks that b ∈ S ∩ V = G(U ). We need that G : U → S ∩ V is one-to-one. But if (ui , vi ) ∈ U and G((u1 , v1 )) = G((u2 , v2 )) then x- and z-coordinate functions give u1 = u2 and v1 = v2 so G is one-to-one. Finally we check that G is two dimensional. dG((u, v)) is a 4 × 2 matrix given by 1 0 1 0 1 1 −3u−v −u−3v 1 1 −2 − √ − 2 − 2√16−3u2 −2uv−3v2 −2 − 2 16−3u2 −2uv−3v 2 , dG((u, v)) = dG((0, 0)) = 2 . 0 1 0 1 1 −3u−v −u−3v 1 1 1 √ √ 2 − 2 16−3u2 −2uv−3v 2 2 − 2 16−3u2 −2uv−3v 2 2 2 dG is rank two because the first and third rows are independent, hence G(U ) is a parametrized 2-surface. The tangent space is b + dG((0, 0))(R2 ). (E7.) T heorem. Suppose that f : Rp → R is C 3 and some point a ∈ Rp is critical df (a) = 0 and d2 f (a) has both a positive and a negative eigenvalue. Then the critical point a is a saddle point: for every δ > 0 there are points x, y ∈ Bδ (a) so that f (x) < f (a) < f (y). By continuity of(the third partial derivatives, a continuous ) function takes its maximum on a compact set, 2 3 P ∂ f (u) namely M 2 = sup : ku − ak ≤ 1 . It follows that for any h ∈ Rp , and c ∈ B1 (a) i,j,k ∂xi ∂xj ∂xk P ∂ 3 f (c) that |d3 f (c)(h)3 | = i,j,k hi hj hk ≤ M khk3 by applying the Schwarz inequality to each sum. Now ∂xi ∂xj ∂xk by assumption there are v, w ∈ Rp unit eigenvectors such that d2 f (a)v = λ1 v and d2 f (a)w = λ2 w with λ1 < 0 < λ2 . Assume that 0 < δ < 1 is so small that M δ < min{|λ1 |, |λ2 |}. Since second derivatives are differentiable, we can apply Taylor’s formula to second order. We get for each 0 < t < δ some c ∈ (0, 1) such that 1 1 f (a + tv) = f (a) + df (a)(tv) + t2 v · d2 f (a)v + t3 d3 f (a + ctv)(v)3 2 6 1 1 3 2 3 ≤ f (a) + 0 + λ1 t v · v + t M kvk 2 6 1 2 1 1 2 1 ≤ f (a) + t λ1 + tM ≤ f (a) + t λ1 + |λ1 | < f (a). 2 3 2 3 Similarly, for each 0 < t < δ, there is a c ∈ (0, 1) so that 1 1 1 1 f (a + tw) ≥ f (a) + λ2 t2 w · w − t3 M kwk3 ≥ f (a) − t2 λ2 − tM 2 6 2 3 1 2 1 ≥ f (a) + t λ2 − |λ2 | > f (a). 2 3 7. Math 3220 § 1. Third Midterm Exam Name: (E8*.) (Slight generalization.) T heorem. Let F : R3 → R3 be given by F (x, y, z) = (x2 + y 2 , xz, y 3 − z 3 ). Then there is an open set U about P0 = (3, 1, 2) so that F is invertible on U and that F (U ) is an open set about Q0 = F (P0 ) on which F −1 is C 1 . Find D[F −1 ](Q0 ). We find D[F −1 ](Q) where Q ∈ F (U ). (The function F (x, y, z) polynomial, therefore C 1 . We check that the determinant of the Jacobian matrix ∆F (P0 ) 6= 0 and all of the conclusions follow from the Inverse Function Theorem. The fact that the linearization was invertible at the point enables you to conclude the existence of an inverse function. You were, however, given this in the problem.) Let G ∈ C 1 (V, R3 ) be the inverse function of F . Thus in U we have the equation F (G(x, y, z)) = (x, y, z). Apply the chain rule, and solve for DG at the point. Thus D(F ◦ G) = DF (P0 ) ◦ DG(Q0 ) = I so DG(Q0 ) = (DF (P0 ))−1 . The matrix of DF (P0 ) is the Jacobian matrix ∂F1 DF (P ) = ∂x ∂F2 ∂x ∂F3 ∂x ∂F1 ∂y ∂F2 ∂y ∂F3 ∂y ∂F1 ∂z ∂F2 ∂z ∂F3 ∂z 2x 2y = z 0 0 3y 2 0 x ; −3z 2 6 DF (P0 ) = 2 0 2 0 0 3 . 3 −12 Thus ∆F (P0 ) = det(DFx (P0 )) = 6 6= 0. Finally, for Q near (10, 6, −7) = Q0 = F (P0 ), so DF −1 (Q) = [DF (F −1 (Q))]−1 −3xy 2 1 6yz 2 = 6yz 3 − 6x2 y 2 2xy 3z 3 −6xz 2 −2x2 3zy 2 −6xy 2 ; −2yz 3 2 −4 −1 DF −1 (Q0 ) = −4 12 3 2 −1 3 3 where (x, y, z) = F −1 (Q). (E9*.) (Slight generalization.) T heorem. Suppose G : R5 → R3 is given by G(p, q, x, y, z) = (px + y 2 , q 2 z, py − qz + x). Then there is an open set U around T0 = (3, 2) and a C 1 function H : U → R3 so that H(3, 2) = (1, 5, 4) = X0 and for all (p, q) ∈ U we have G(p, q, H(p, q)) = (28, 16, 8). We find DH(3, 2) and DH(p, q). The function G is polynomial so C 1 . We have to check that the linearization is soluble at (3, 2, 1, 5, 4). Let T0 = (3, 2) and X0 = (1, 5, 4). This follows if the Dx G part of the Jacobian matrix is invertible. ∂G1 Dx G = ∂x ∂G2 ∂x ∂G3 ∂x ∂G1 ∂y ∂G2 ∂y ∂G3 ∂y ∂G1 ∂z ∂G2 ∂z ∂G3 ∂z p = 0 1 2y 0 p 0 q2 ; −q 3 Dx G(T0 , X0 ) = 0 1 10 0 0 4 3 −2 which is invertible since its determinant is 4. The Implicit Function Theorem applies and yields the C 1 function H as desired. (Again, you were given that there is H ∈ C 1 (U ) satisfying F (p, q, H(p, q)) = (28, 16, 8) for all (p, q) ∈ U . Find the differential of H by differentiating the equation using the chain rule. Think of H : U → U × R3 is given by H(p, q) = (p, q, H(p, q)), and then differentiate G ◦ H = const using the chain rule. Thus Dt H = DIt H so 0 = Dt (G ◦ H) = Dt G + Dx G ◦ Dt H. Here the total derivative matrix has columns associated to t = (p, q) and columns associated to x = (x, y, z) drivatives, DG = (Dt G, Dx G). To find the total derivative of H we need the other part of the Jacobian ∂G1 Dt G = ∂p ∂G2 ∂p ∂G3 ∂p ∂G1 ∂q ∂G2 ∂q ∂G3 ∂q x 0 = 0 2qz ; y −z 1 0 Dt G(T0 , X0 ) = 0 16 ; 5 −4 −3 DH(T0 ) = − 25 4 −10 since total derivative of implicit function DH(T ) = −[Dx G(T, H(T ))]−1 Dt G(T, H(T )) = pq 2 1 2yq ∆ 2yq 2 q2 −pq −pq 2 0 x 0 xpq 2 1 2y − p2 0 2qz = 2xyq + 2y 2 − yp2 ∆ 0 y −z 2xyq 2 where ∆ = q 2 (p2 − 2y) and (x, y, z) = H(p, q). 2q 3 z p2 z − 2pq 2 z − 2yz −2pq 3 z −16 −25 48
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